+8,757.7%
CTAS vs IVZ
+1,117.8%
+7,639.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -1.8% | +0.6% | -2.5% | -2.0% |
| 30D | -0.2% | +4.0% | -4.2% | -1.4% |
| 3M | +11.7% | +18.2% | -6.5% | +5.8% |
| 6M | +0.7% | +32.8% | -32.1% | -8.1% |
| YTD | +7.4% | +28.7% | -21.3% | -1.5% |
| 1Y | -2.1% | +55.4% | -57.5% | -15.2% |
| 3Y | +62.9% | +135.2% | -72.3% | +21.0% |
| 5Y | +111.9% | +64.2% | +47.7% | +69.9% |
| 10Y | +652.2% | +64.6% | +587.6% | +455.8% |
| All | +8,757.7% | +1,117.8% | +7,639.9% | +3,546.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling